基于巴塞爾Ⅱ協(xié)議的中小企業(yè)貸款定價.pdf

1、華東師范大學碩士學位論文基于巴塞爾Ⅱ協(xié)議的中小企業(yè)貸款定價姓名：袁峰申請學位級別：碩士專業(yè)：金融學指導教師：潘英麗20070501————基于巴塞爾If協(xié)議的中小企業(yè)貸款定價—————————————————————————————————————————————二二=—=二————一AbstractOnOctober29，2004，thePeople’sBankofChinaissuedtheinterestrateadjustmen

2、tannouncementPeoplepaidmoreattantiontotheinterestrateadjustment，actuallyne91ectedthepart”theloaninterestrateoffinancialinstitutions(urbanandruralcreditinstitutionsnotincludedliswithoutupperlimitinprinciple”intheannouncem

3、entButthisstipulationannouncedinfactthecommercialbankhenceforthbasicallygraspstheloanpricingrightInanycountr5thegrowthanddevelopmentofsmallmediumenterprisesarethebaseofeconomicaldevelopmentandsocialstabilitySMEsinourcoun

4、tryhavedevelopedverYslowlvforalongtime，themostimportantsituationSMEsfacediswhentheyarelackoffunds，thebankisthemostmaincapitalsource，butSMEsCanhardlyobtainbankloanDifficultyofborrowin2hinderdevelopmentofSMEssincelongagoIn

5、2005theStateCouncilissued”SupportsandGuidestoEncouragingtheDevelopmentofIndividualandPrivateEconomy”，whichurgesthebankstoconsiderlowingdownthefinancin￡requirementofSMEsHoweverinSMEsloanpricingprocedure，thebankfollowsthef

6、amiliaroldusedloanpricingmethod，whichismainlyaimatthelargeandmiddlescaleenterprises，partsofrequirementsaretoestricttoSMEs，oftencausedtoohighloaninterestrateandaffectedSMEsborrowingenthusiasmThecorequestionofSMEsloanprici

7、ngisriskcontr01InJune2004，theBaselCommitteeonBankingSupervisionreleased’’Inte矗ationalConvergenceofCapitalMeasurementandCapitaIStandards：ARevisedFramework”(called”BaselII”)Regardlesswhenourcountrystarttoapplythenewsupervi

8、singrequirements，theinternalratingmethodinriskmanagementandcalculationofcustomersearningcapabilitypartofthisagreementactuallymaybehelpfulinweightingtheloanriskofSMEsloanpricingThisresearchstandsonSMEsloantoexamineskindso

9、floanpricingmodels，byanalyzingwesternbankcommonlyusedloanpricingmethods，trytofindtheoreticalbasicofSMEs10anpricinginthemultitudinousloanpricingtheoriesWeconstructtheSMEsfitcreditgradingmodelwithLogitmodel，andbasedonreduc